-28.6%
RIG vs OUST
+554.0%
-582.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.0% |
| 7D | +0.9% | +5.2% | -4.4% | +0.3% |
| 30D | +13.8% | -19.3% | +33.1% | +16.0% |
| 3M | -6.4% | -22.6% | +16.2% | -6.3% |
| 6M | -8.2% | +62.8% | -70.9% | -18.4% |
| YTD | +41.6% | +68.3% | -26.7% | +24.3% |
| 1Y | +88.7% | +28.5% | +60.2% | +69.0% |
| All | -28.6% | +554.0% | -582.6% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling